public void Calculator(Queue <Candle> Candles)
{
foreach (Candle c in Candles)
{
int PCC = Candles.Where(a => a.TimeStamp < c.TimeStamp).Count();
if (PCC > BBLength)
{
double?bbM = (double?)Candles.Where(a => a.TimeStamp <= c.TimeStamp).OrderByDescending(a => a.TimeStamp).Take(BBLength).Average(a => a.Close);
BBMiddle.Enqueue(bbM);
double total_squared = 0;
double total_for_average = Convert.ToDouble(Candles.Where(a => a.TimeStamp <= c.TimeStamp).OrderByDescending(a => a.TimeStamp).Take(BBLength).Sum(a => a.Close));
foreach (Candle cb in Candles.Where(a => a.TimeStamp <= c.TimeStamp).OrderByDescending(a => a.TimeStamp).Take(BBLength).ToList())
{
total_squared += Math.Pow(Convert.ToDouble(cb.Close), 2);
}
double stdev = Math.Sqrt((total_squared - Math.Pow(total_for_average, 2) / BBLength) / BBLength);
BBUpper.Enqueue(bbM + (stdev * BBMultiplier));
BBLower.Enqueue(bbM - (stdev * BBMultiplier));
}
}
}
//Constructor
public override void Populate()
{
BarHistory ds = Parameters[0].AsBarHistory;
DateTimes = ds.DateTimes;
if (ds.Count == 0)
{
return;
}
//Assign first bar that contains indicator data
var FirstValidValue = 20;
if (FirstValidValue > ds.Count)
{
FirstValidValue = ds.Count;
}
var US = new TimeSeries(DateTimes);
var BS = new TimeSeries(DateTimes);
var LS = new TimeSeries(DateTimes);
//Build aux series
for (int bar = 0; bar < ds.Count; bar++)
{
if (ds.Open[bar] > ds.Close[bar])
{
US[bar] = ds.High [bar] - ds.Open [bar];
BS[bar] = ds.Open [bar] - ds.Close[bar];
LS[bar] = ds.Close[bar] - ds.Low [bar];
}
else
{
US[bar] = ds.High[bar] - ds.Close[bar];
BS[bar] = ds.Close[bar] - ds.Open [bar];
LS[bar] = ds.Open [bar] - ds.Low [bar];
}
}
var U_Upper = new BBUpper(US, 20, 0.5);
var U_Lower = new BBLower(US, 20, 0.5);
var B_Upper = new BBUpper(BS, 20, 0.5);
var B_Lower = new BBLower(BS, 20, 0.5);
var L_Upper = new BBUpper(LS, 20, 0.5);
var L_Lower = new BBLower(LS, 20, 0.5);
//Initialize start of series with zeroes
//for (int bar = 0; bar < FirstValidValue; bar++)
// Values[bar] = 0;
//Rest of series
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
int Code = 32 + 8 + 2;
if (US[bar] > U_Upper[bar])
{
Code += 16;
}
else if (US[bar] < U_Lower[bar])
{
Code -= 16;
}
if (BS[bar] > B_Upper[bar])
{
Code += 4;
}
else if (BS[bar] < B_Lower[bar])
{
Code -= 4;
}
if (LS[bar] > L_Upper[bar])
{
Code += 1;
}
else if (LS[bar] < L_Lower[bar])
{
Code -= 1;
}
if (ds.Open[bar] > ds.Close[bar])
{
Code = -Code;
}
Values[bar] = Code;
}
}